StockFetcher Forums · General Discussion · sinusoid pattern filter?<< >>Post Follow-up
shelupinin
120 posts
msg #37999
Ignore shelupinin
9/16/2005 9:46:46 AM

Hi !
How to find stocks which chart looks like sinusoid?
thanks
Alex


jaketheguy
52 posts
msg #38004
Ignore jaketheguy
9/16/2005 1:18:05 PM

Since no stock pattern produces a perfect sinusoid, why don't you provide some actual chart examples to describe what you are seeking.

Cheers.


shelupinin
120 posts
msg #38008
Ignore shelupinin
9/16/2005 4:18:56 PM

because I can't find such stock :) without a sinusoid pattern filter...
so I need such filter to find such stocks


yepher
353 posts
msg #38009
Ignore yepher
9/16/2005 4:50:14 PM

The easy answer is you canít.

Another answer would be each price pattern is really just a mixture of a bunch of sign waves with different frequencies and phases. (Look at Laplace and/or Fourier)

I have not tried it but maybe you could:

1. pick a time frame that you are interested in and calculate the root area under the curve. If that is near .707 / (High Ė Low) it is likely a sign wave. I will have to crack open the old text books to verify the number tonight (please correct me if I got this wrong. I am going on really old memory here)

Or

2. Another short cut is maybe use ADX to find non trending stocks and then look for some seperation of the High and Low price over that time period

It would be nice if SF had an FFT indicator so at least cycle time could be detected.







shelupinin
120 posts
msg #38012
Ignore shelupinin
9/16/2005 6:46:22 PM

if there is no sinusoid filter then I'll try to create it, let's see how many hours it will take to create such filter!


StockFetcher Forums · General Discussion · sinusoid pattern filter?<< >>Post Follow-up

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